Approbation of the Behavior Rate Model with Hidden Variables Based on Respondents' Data on Recent Instagram Posts

2021 XXIV International Conference on Soft Computing and Measurements (SCM) ◽

10.1109/scm52931.2021.9507171 ◽

2021 ◽

Author(s):

Aleksandra V. Toropova ◽

Tatiana V. Tulupyeva

Keyword(s):

Hidden Variables ◽

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Hidden variables

AccessScience ◽

10.1036/1097-8542.317850 ◽

2015 ◽

Keyword(s):

Hidden Variables

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Improved Aero/Hydro Flow-Rate Model Using Acoustics

Petrophysics – The SPWLA Journal of Formation Evaluation and Reservoir Description ◽

10.30632/pjv59v4-2018a1 ◽

2018 ◽

Vol 59 (4) ◽

pp. 429-438

Author(s):

Muralidhar Seshadri ◽

◽

Jonathan B. Freund ◽

Pranab N. Jha ◽

Atchyuta Ramayya Venna ◽

...

Keyword(s):

Flow Rate ◽

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Earthquake Rate Model 2 of the 2007 working group for California earthquake probabilities, magnitude-area relationships

Open-File Report ◽

10.3133/ofr20071437d ◽

2008 ◽

Author(s):

Ross S. Stein

Keyword(s):

Working Group ◽

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A Finite Element Analysis of a Class of Problems in Elasto-Plasticity with Hidden Variables.

10.21236/ada161642 ◽

1985 ◽

Author(s):

J. T. Oden

Keyword(s):

Finite Element Analysis ◽

Finite Element ◽

Hidden Variables ◽

Element Analysis ◽

Elasto Plasticity

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A Jump-Diffusion Nominal Short Rate Model

SSRN Electronic Journal ◽

10.2139/ssrn.1282220 ◽

2010 ◽

Author(s):

Sami Attaoui ◽

Pierre Six

Keyword(s):

Jump Diffusion ◽

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Dynamic Forecasting of Sticky-Price Monetary Exchange Rate Model

SSRN Electronic Journal ◽

10.2139/ssrn.1713563 ◽

2010 ◽

Author(s):

Jae-Kwang Hwang

Keyword(s):

Exchange Rate ◽

Dynamic Forecasting

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Estimaciin Dinnmica De Una Estructura De Tasas De Interrs Para Colombia: Annlisis Empprico Con Filtros De Kalman (Dynamic Estimation of the Term Structure Interest Rate Model for the Colombian Markets, Empirical Analysis Using Kalman-Filter)

SSRN Electronic Journal ◽

10.2139/ssrn.2503133 ◽

2012 ◽

Author(s):

Rogelio Maldonado Castaao ◽

Natalia Zapata Rueda

Keyword(s):

Kalman Filter ◽

Interest Rate ◽

Empirical Analysis ◽

Term Structure ◽

Dynamic Estimation ◽

Interest Rate Model

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Application of the Heath-Platen Estimator in the Fong-Vasicek Short Rate Model

SSRN Electronic Journal ◽

10.2139/ssrn.3049641 ◽

2017 ◽

Author(s):

Sema Coskun ◽

Ralf Korn ◽

Sascha Desmettre

Keyword(s):

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Two-Factor Hull-White Model Revisited: Correlation Structure for Two-Factor Interest Rate Model in CVA Calculation

SSRN Electronic Journal ◽

10.2139/ssrn.3338987 ◽

2019 ◽

Author(s):

Osamu Tsuchiya

Keyword(s):

Interest Rate ◽

Correlation Structure ◽

Interest Rate Model

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On the Problem of Hidden Variables for Quantum Mechanical Observables with Continuous Spectra

Philosophy of Science ◽

10.1086/288760 ◽

1977 ◽

Vol 44 (3) ◽

pp. 475-477 ◽

Author(s):

Paul Teller

Keyword(s):

Hidden Variables ◽

Quantum Mechanical

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